<p>
  Paired switching is a strategy where in its simplest form, investors pick two assets that are negatively correlated and periodically switch position based on their relative performance. The idea behind this strategy is that if the assets are negatively correlated, then a traditional mixed portfolio might lead to a lower return than the return for the individual assets. If the negative correlation exists, switching positions could improve the performance of a portfolio where two assets are statically weighted.  
</p>